-9.6%
MOS vs EIX
+22.8%
-32.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +9.5% | -19.1% | +28.6% | +13.4% |
| 30D | +10.4% | -16.9% | +27.3% | +13.2% |
| 3M | +12.9% | -20.0% | +32.9% | +16.9% |
| 6M | +1.2% | -21.3% | +22.6% | +5.2% |
| YTD | +9.3% | -1.7% | +11.0% | +6.5% |
| 1Y | -18.0% | +9.6% | -27.5% | -22.7% |
| 3Y | -29.0% | -3.7% | -25.4% | -32.4% |
| All | -9.6% | +22.8% | -32.4% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling